+36.6%
CTVA vs CLBK
+27.8%
+8.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | -20.8% | +0.9% | -21.7% | -20.8% |
| 30D | -29.6% | +3.4% | -33.0% | -30.0% |
| 3M | -16.9% | -4.3% | -12.6% | -16.2% |
| 6M | -24.3% | +28.4% | -52.6% | -28.1% |
| YTD | -5.6% | +59.4% | -65.0% | -14.6% |
| 1Y | -4.2% | +64.8% | -69.0% | -14.0% |
| 3Y | +43.3% | +50.6% | -7.3% | +28.9% |
| All | +36.6% | +27.8% | +8.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling